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Utility indifference pricing
6
Börsenkurs
4
Portfolio selection
4
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4
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4
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4
Theorie
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Hodoshima, Jiro
Zhao, Lin
5
Henderson, Vicky
4
Platen, Eckhard
3
Wijnbergen, Sweder van
3
Campi, Luciano
2
Dorfleitner, Gregor
2
Gerer, Johannes
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Guéant, Olivier
2
Kato, Takashi
2
Liang, Gechun
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Miyahara, Yoshio
2
Pólvora, Pedro
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Runggaldier, Wolfgang
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Sekine, Jun
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Sun, Jia
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Whalley, A. Elizabeth
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Xu, Mingxin
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van Wijnbergen, Sweder
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Ševčovič, Daniel
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1
Benedetti, Giuseppe
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Bouchard, Bruno
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CARMONA, RENÉ
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DIKO, PAVEL
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Deng, Shuoqing
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Elie, Romuald
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Giusto, Valeria
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Finance research letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of mathematical economics
1
Quantitative finance
1
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ECONIS (ZBW)
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1
The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference
Hodoshima, Jiro
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805213
Saved in:
2
Evaluation of performance of stock and real estate investment trust markets in Japan
Hodoshima, Jiro
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10012585880
Saved in:
3
Utility
indifference
pricing
and the Aumann-Serrano performance index
Hodoshima, Jiro
;
Miyahara, Yoshio
- In:
Journal of mathematical economics
86
(
2020
),
pp. 83-89
Persistent link: https://www.econbiz.de/10012660654
Saved in:
4
Comparison of
utility
indifference
pricing
and mean-variance approach under a normal mixture distribution with time-varying volatility
Hodoshima, Jiro
;
Yamawake, Toshiyuki
- In:
Finance research letters
28
(
2019
),
pp. 74-81
Persistent link: https://www.econbiz.de/10012388014
Saved in:
5
Stock performance by
utility
indifference
pricing
and the Sharpe ratio
Hodoshima, Jiro
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10012194656
Saved in:
6
Comparison of
utility
indifference
pricing
and mean-variance approach under normal mixture
Hodoshima, Jiro
;
Misawa, Tetsuya
;
Miyahara, Yoshio
- In:
Finance research letters
24
(
2018
),
pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
Saved in:
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